US 10YR FUTURE TECHS: (Z5) Bulls Remain In The Driver’s Seat
Sep-12 10:22
* RES 4: 114-10 High Apr 7 (cont.) * RES 3: 114-05 1.0% 10-dma envelope * RES 2: 114-00 Round number...
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SOFR OPTIONS: SFRU5 96.00/96.125/96.25 Call Fly Blocked
Aug-13 10:21
Latest block trade lodged at 06:00:30 NY/11:00:30 London
- SFRU5 96.00/96.125/96.25 call fly 4K blocked at 1.0, looks like a buyer vs. 95.955 (10% delta).
US TSY FUTURES: Mix Of Positioning Swings Seen Tuesday
Aug-13 10:16
OI data points to a mix of net short cover (TU), long setting (FV), short setting (TY & WN) and long cover (UXY & US) as the curve twist steepened on Tuesday.
- There was a very modest bias towards cover in DV01 equivalent terms, although positioning swings on both the curve and within individual contracts were contained.
| 12-Aug-25 | 11-Aug-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,510,070 | 4,560,629 | -50,559 | -1,856,120 |
FV | 7,056,967 | 7,019,753 | +37,214 | +1,592,387 |
TY | 5,226,061 | 5,205,642 | +20,419 | +1,351,125 |
UXY | 2,458,179 | 2,465,186 | -7,007 | -615,355 |
US | 1,765,899 | 1,774,368 | -8,469 | -1,188,285 |
WN | 2,005,682 | 2,001,889 | +3,793 | +695,636 |
|
| Total | -4,609 | -20,611 |
LOOK AHEAD: More Post-CPI Fedspeak
Aug-13 10:15
US Data/Speaker Calendar (prior, estimate). All times ET
- 08/13 0700 MBA mortgage applications
- 08/13 0800 Barkin repeats remarks on economy (text + Q&A)
- 08/13 1115 Trump visits The Kennedy Center and makes announcement
- 08/13 1130 US Tsy to sell $65B 17-W bills
- 08/13 1300 Goolsbee speaks at mon pol luncheon (text tbd, Q&A)
- 08/13 1330 Bostic speaks on economic outlook (Q&A only)
- 08/13 1600 Trump signs executive orders
Source: Bloomberg, Roll Call, MNI
